GOLY vs FPA

Comparison between STRATEGY SHARES GOLD ENHANCED YIELD ETF (GOLY, ETF) and FIRST TRUST ASIA PACIFIC EX-JAPAN ALPHADEX FUND (FPA, ETF).

5-Year PerformanceFPA has outperformed GOLY, delivering a return of +10.9% compared to +5.4%

GOLY vs FPA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GOLY(ETF)	FPA(ETF)
Net Assets	$126M	$126M
Expense Ratio	0.90%	0.80%
Max Drawdown	36.93%	55.79%
Sharpe Ratio	0.05	1.82
5Y Beta	0.40	0.91
5Y Dividends CAGR	N/A	24.87%

Net Assets

GOLY

$126M

Winner

FPA

$126M

Expense Ratio

GOLY

0.90%

Winner

FPA

0.80%

Max Drawdown

Winner

GOLY

36.93%

FPA

55.79%

Sharpe Ratio

GOLY

0.05

Winner

FPA

1.82

5Y Beta

Winner

GOLY

0.40

FPA

0.91

5Y Dividends CAGR

GOLY

N/A

FPA

24.87%

GOLY vs FPA - Historical Returns

Returns include dividend reinvestment.

Period	GOLY	FPA
1 month	-5.84%	-2.77%
3 months	-26.66%	+16.77%
6 months	-17.64%	+35.55%
1 year	+0.74%	+61.73%
5 years(CAGR)	+5.42%	+10.90%
10 years(CAGR)	N/A	+10.04%
Max(CAGR)	+5.75%	+6.64%

GOLY

-5.84%

Winner

FPA

-2.77%

GOLY

-26.66%

Winner

FPA

+16.77%

GOLY

-17.64%

Winner

FPA

+35.55%

GOLY

+0.74%

Winner

FPA

+61.73%

5Y(CAGR)

GOLY

+5.42%

Winner

FPA

+10.90%

10Y(CAGR)

GOLY

N/A

FPA

+10.04%

Max(CAGR)

GOLY

+5.75%

Winner

FPA

+6.64%

GOLY vs FPA - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	GOLY	FPA
2026	-21.08%	+35.01%
2025	+54.77%	+41.95%
2024	+20.63%	+5.55%
2023	+11.48%	+13.27%
2022	-18.17%	-14.58%
2021	-1.31%	+1.29%
2020	N/A	+13.32%
2019	N/A	+8.59%
2018	N/A	-22.54%
2017	N/A	+33.88%
2016	N/A	+2.79%
2015	N/A	+0.37%
2014	N/A	+5.58%
2013	N/A	+3.11%
2012	N/A	+24.72%
2011	N/A	-24.40%

GOLY vs FPA Drawdown Comparison

The maximum drawdown for GOLY was -35.97%, occurring on Oct 20, 2022. Recovery took 614 trading sessions.

The maximum drawdown for FPA was -52.90%, occurring on Mar 23, 2020. Recovery took 808 trading sessions.

The current GOLY drawdown is -32.12%. The current FPA drawdown is -12.96%.

Rank	GOLY	FPA
#1	-35.97% Mar 8, 2022 - Aug 16, 2024	-52.90% Jan 26, 2018 - Apr 14, 2021
#2	-32.12% Feb 27, 2026 - Jun 5, 2026	-37.78% Jul 26, 2011 - May 14, 2014
#3	-16.14% Jan 28, 2026 - Feb 23, 2026	-35.36% Jun 2, 2021 - May 23, 2025
#4	-10.80% Oct 20, 2025 - Dec 23, 2025	-24.59% Apr 28, 2015 - May 22, 2017
#5	-10.08% Jun 11, 2021 - Mar 8, 2022	-15.34% Feb 26, 2026 - Apr 30, 2026
#6	-9.65% Apr 2, 2025 - Apr 16, 2025	-13.25% Aug 26, 2014 - Apr 6, 2015
#7	-9.32% Oct 30, 2024 - Feb 4, 2025	-12.96% Jun 1, 2026 - Jun 5, 2026
#8	-8.35% May 6, 2025 - Jun 12, 2025	-7.08% May 14, 2026 - May 26, 2026
#9	-5.61% Jun 23, 2025 - Aug 29, 2025	-6.98% Apr 26, 2011 - Jul 7, 2011
#10	-5.06% Apr 21, 2025 - May 6, 2025	-6.39% Nov 3, 2025 - Jan 6, 2026
#11	-5.04% Dec 26, 2025 - Jan 12, 2026	-4.74% Sep 16, 2025 - Oct 20, 2025
#12	-3.97% Sep 26, 2024 - Oct 22, 2024	-4.40% Jul 26, 2017 - Sep 12, 2017
#13	-3.34% Feb 24, 2025 - Mar 18, 2025	-4.40% May 6, 2026 - May 14, 2026
#14	-2.77% Aug 29, 2024 - Sep 10, 2024	-4.08% Sep 18, 2017 - Oct 12, 2017
#15	-2.03% Oct 8, 2025 - Oct 13, 2025	-3.80% May 7, 2021 - Jun 2, 2021

Correlation

Correlation between GOLY and FPA is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2011 - 2026)

GOLY vs FPA dividend yield comparison.

Year	GOLY	FPA
2026	2.68%	0.82%
2025	7.22%	4.71%
2024	3.85%	3.40%
2023	2.94%	3.02%
2022	2.57%	4.22%
2021	1.11%	5.12%
2020	0.00%	1.59%
2019	0.00%	3.90%
2018	0.00%	2.81%
2017	0.00%	3.15%
2016	0.00%	2.42%
2015	0.00%	1.74%
2014	0.00%	4.11%
2013	0.00%	2.35%
2012	0.00%	1.59%
2011	0.00%	2.17%